## Abstract Recently, Fridman and Harris proposed a method which allows one to approximate the likelihood of the basic stochastic volatility model. They also propose to estimate the parameters of such a model maximising the approximate likelihood by an algorithm which makes use of numerical derivat
โฆ LIBER โฆ
MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES
โ Scribed by Serge Degerine
- Book ID
- 111039529
- Publisher
- John Wiley and Sons
- Year
- 1987
- Tongue
- English
- Weight
- 482 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0143-9782
No coin nor oath required. For personal study only.
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